+9,491.1%
QCOM vs RL
+1,366.2%
+8,124.9%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.5% |
| 7D | +3.3% | -0.8% | +4.1% | +3.5% |
| 30D | +7.7% | -7.8% | +15.5% | +10.1% |
| 3M | -30.1% | -4.0% | -26.1% | -29.5% |
| 6M | +22.8% | -1.9% | +24.7% | +22.3% |
| YTD | +0.2% | -0.2% | +0.4% | -0.8% |
| 1Y | +7.9% | +10.7% | -2.8% | +3.5% |
| 3Y | +55.8% | +210.8% | -154.9% | +8.3% |
| 5Y | +30.1% | +238.2% | -208.2% | -12.7% |
| 10Y | +248.9% | +313.4% | -64.5% | +104.6% |
| All | +9,491.1% | +1,366.2% | +8,124.9% | +3,124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling